Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wells Fargo
WFC
|
+$281M |
| 2 |
Apple
AAPL
|
+$154M |
| 3 |
Qualcomm
QCOM
|
+$151M |
| 4 |
Citigroup
C
|
+$130M |
| 5 |
Mondelez International
MDLZ
|
+$112M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SFG
STANCORP FINL GRP
SFG
|
+$278M |
| 2 |
SYA
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
|
+$187M |
| 3 |
Synchrony
SYF
|
+$171M |
| 4 |
PRE
PARTNERRE LTD
PRE
|
+$167M |
| 5 |
HNT
HEALTH NET INC
HNT
|
+$155M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.43% |
| 2 | Industrials | 13.93% |
| 3 | Technology | 12.1% |
| 4 | Consumer Discretionary | 9.79% |
| 5 | Healthcare | 9.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CSC
1001
DELISTED
Computer Sciences
CSC
| $47M | 0.03% |
1,366,364
-8,010
| -0.6% | -$242K |
|
1002
Ametek
AME
$55.7B
| $46.9M | 0.03% |
938,641
+24,316
| +3% | +$1.16M |
|
1003
Rush Enterprises Class A
RUSHA
$6.28B
| $46.9M | 0.03% |
5,784,352
-5,989
| -0.1% | -$48.3K |
|
1004
Electronic Arts
EA
$53B
| $46.9M | 0.03% |
708,937
-7,846
| -1% | -$501K |
|
|
SHOE
1005
Shoe Station Group
SHOE
$428M
| $46.8M | 0.03% |
3,470,992
-2,742
| -0.1% | -$32.6K |
|
1006
Timken Company
TKR
$9.79B
| $46.8M | 0.03% |
1,396,659
+379,780
| +37% | +$11M |
|
|
UAM
1007
DELISTED
Universal American Corp
UAM
| $46.8M | 0.03% |
6,549,954
+117,501
| +2% | +$763K |
|
|
XLNX
1008
DELISTED
Xilinx Inc
XLNX
| $46.8M | 0.03% |
985,879
+10,258
| +1% | +$481K |
|
1009
Rio Tinto
RIO
$156B
| $46.7M | 0.03% |
1,651,615
-15,293
| -0.9% | -$407K |
|
|
BBBY
1010
DELISTED
Bed Bath & Beyond Inc
BBBY
| $46.7M | 0.03% |
940,322
+47,950
| +5% | +$2.25M |
|
1011
Avery Dennison
AVY
$13B
| $46.5M | 0.03% |
645,315
-43,721
| -6% | -$2.83M |
|
1012
Bread Financial
BFH
$4.49B
| $46.5M | 0.03% |
264,927
+11,346
| +4% | +$1.98M |
|
1013
Sherwin-Williams
SHW
$84.5B
| $46.5M | 0.03% |
490,107
+20,052
| +4% | +$1.75M |
|
1014
Tanger
SKT
$4.67B
| $46.5M | 0.03% |
1,276,992
+36,391
| +3% | +$1.2M |
|
1015
T. Rowe Price
TROW
$24.2B
| $46.4M | 0.03% |
631,118
+13,571
| +2% | +$942K |
|
1016
Oceaneering
OII
$4.82B
| $46.4M | 0.03% |
1,394,767
+492,029
| +55% | +$15.3M |
|
|
PHH
1017
DELISTED
PHH Corporation
PHH
| $46.3M | 0.03% |
3,693,454
-166,108
| -4% | -$1.99M |
|
1018
Brixmor Property Group
BRX
$9.68B
| $46.2M | 0.03% |
1,804,845
+135,022
| +8% | +$3.33M |
|
1019
Diodes
DIOD
$3.82B
| $46.2M | 0.03% |
2,297,096
+235,422
| +11% | +$4.52M |
|
1020
Evercore
EVR
$12.2B
| $46.1M | 0.03% |
891,657
+82,114
| +10% | +$3.92M |
|
|
FBC
1021
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $46.1M | 0.03% |
2,146,814
+254,055
| +13% | +$5.09M |
|
|
ESGR
1022
DELISTED
Enstar Group
ESGR
| $46M | 0.03% |
282,985
+5,618
| +2% | +$869K |
|
|
ACET
1023
DELISTED
Aceto Corp
ACET
| $46M | 0.03% |
1,951,832
-71,689
| -4% | -$1.59M |
|
1024
Insperity
NSP
$2.02B
| $45.9M | 0.03% |
1,773,554
+13,042
| +0.7% | +$307K |
|
|
EDE
1025
DELISTED
Empire District Electric
EDE
| $45.8M | 0.03% |
1,387,140
+32,126
| +2% | +$999K |
|
Similar funds
Dimensional Fund Advisors's Q1 2016 Portfolio in Review
As of Q1 2016, Dimensional Fund Advisors held 3,387 positions worth $167B, up 4.1% from $160B the previous quarter. Its ten largest holdings account for 9% of the portfolio.
Trading was light in Q1 2016: portfolio turnover was 4.3%. Dimensional Fund Advisors opened 58 new positions and exited 88, leaving the 3,387-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q1 2016 buy was Welbilt, Inc.: 3,607,294 shares worth $53.2M.
- Dimensional Fund Advisors added most to Wells Fargo in Q1 2016, an estimated $281M increase.
- Dimensional Fund Advisors's biggest Q1 2016 reduction was Synchrony, cutting an estimated $171M.
- Dimensional Fund Advisors fully exited STANCORP FINL GRP in Q1 2016, selling an estimated $278M.
- Dimensional Fund Advisors's ten largest holdings make up 9% of its $167B portfolio in Q1 2016.
- Dimensional Fund Advisors opened 58 new positions and closed 88 in Q1 2016.
- Dimensional Fund Advisors's portfolio value rose 4.1% quarter-over-quarter to $167B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2016, filed 13 May 2016.